+52.6%
BDX vs SIMO
+77.7%
-25.1%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -1.4% |
| 7D | +7.3% | -16.0% | +23.3% | +6.1% |
| 30D | +15.7% | -35.8% | +51.5% | +12.9% |
| 3M | +19.1% | -26.5% | +45.5% | +17.5% |
| 6M | +44.1% | -33.0% | +77.1% | +41.3% |
| YTD | +42.1% | +84.3% | -42.3% | +37.1% |
| 1Y | +52.6% | +82.0% | -29.4% | +47.2% |
| All | +52.6% | +77.7% | -25.1% | +47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SIMO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling